Deribit Market Data Connector

Deribit Data Connector based on WebSocket/REST.

Features

deribitConnector Key

Instrument Types

FUTUREOPTION

Asset Class

Crypto

Technology

WebSocketREST

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

Message Types

✓

Level 1

✓

Level 2

✗

Level 3

✓

Trades

✗

Funding Rates

Configuration

Data Connector Parameters

Parameter	Default Value	Description
WebSocket URL	wss://www.deribit.com/ws/api/v2/	WebSocket root URL. Production (standard): wss://www.deribit.com/ws/api/v2/ Production (Event Nodes): wss://streams.deribit.com/ws/api/v2/ Test: wss://test.deribit.com/ws/api/v2/ By default the standard production endpoint is used.
REST URL	https://www.deribit.com/api/v2/	REST root URL. Production: https://www.deribit.com/api/v2/ Test: https://test.deribit.com/api/v2/
Enable Authentication	false	Enables Deribit authentication (Client ID + API Secret). When disabled (default), the connector subscribes to aggregated 100ms book/trade channels. When enabled, it uses authenticated raw channels. Default is false.
Client ID	N/A	Client ID for authentication in Deribit.
API Secret	N/A	API Secret for authentication in Deribit.
Exchange Name	DERIBIT	Exchange name for this session.
Quantity Multiplier Field	N/A	Field from the "securities" stream which is used for quantity transformation. Empty value means "no transformation".
Output Book Size	20	Size of the output book.
Snapshot Interval	10S	This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds.

Symbology

Supported symbol notations:

Symbol Notation	Examples
<CURRENCY>-PERPETUAL	BTC-PERPETUAL ETH-PERPETUAL
<CURRENCY>-<DMMMYY>	BTC-26SEP25
<CURRENCY>-<DMMMYY>-<STRIKE>-<C|P>	BTC-26SEP25-100000-C ETH-26SEP25-4000-P

Deribit instrument’s meta-info can be found here:

Request all available currencies using: https://www.deribit.com/api/v2/public/get_currencies

Request all available symbols for each currency:

https://www.deribit.com/api/v2/public/get_instruments?currency=BTC

Logging

To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.deribit" level="DEBUG">
  <appender-ref ref="safeAppender"/>
</logger>